You have to validate the disclaimer to access this website.

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +10.76 % -0.16 % +5.77 % -3.16 % +270.06 %
Annualized Performance -3.16 % +54.68 %
Annualized Volatility +15.64 % +15.24 % +15.08 % +17.15 % +84.00 %
Sharpe Ratio -0.18 0.65
Max Drawdown -2.21 % -14.10 % -14.10 % -20.95 % -20.95 %

The SG Seasonal Carry S Index has been calculated since 03/01/2017.
THE FIGURES RELATING TO PAST PERFORMANCES AND SIMULATED PAST PERFORMANCES REFER OR RELATE TO PAST PERIODS AND ARE NOT A RELIABLE INDICATOR OF FUTURE RESULTS. THIS ALSO APPLIES TO HISTORICAL MARKET DATA.


Warning regarding the Index: The Index is the sole and exclusive property of Societe Generale. Societe Generale does not guarantee the accuracy and/or the completeness of the composition, calculation, dissemination and adjustment of the Index, nor of the data included therein. Subject to any applicable law, Societe Generale shall have no liability for any errors, omissions, interruptions or delays relating to the Index. Societe Generale makes no warranty, whether express or implied, relating to (i) the merchantability or fitness for a particular purpose of the Index, and (ii) the results of the use of the Index or any data included therein. Subject to any applicable law, Societe Generale shall have no liability for any losses, damages, costs or expenses (including loss of profits) arising, directly or indirectly, from the use of the Index or any data included therein. 

Login to add this product to your favorites